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~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~person:"Abid, Ilyes"
~person:"Ardia, David"
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Herding behavior in exploring the predictability of price clustering in cryptocurrency market
Hachicha, Fatma
;
Masmoudi, Afif
;
Abid, Ilyes
;
Obeid, Hassan
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014526672
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2
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
3
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
4
Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre
;
Ardia, David
- In:
Finance research letters
18
(
2016
),
pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
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